hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1536.71
Total PnL
536.71 (53.67%)
Total Trades (Win/Los)
346 (177/169)
Win Rate
51.16%
Max Drawdown
761.35 (33.40%)
Total Fees
298.06
Position avg (max), %
57.18 (119.30)
Profit Factor
1.15
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 20.34% -0.23% 0.18% 17.10% 1.58% -1.88% 3.14% 2.16% 10.19% 11.30% 5.32% -4.64% 82.21%
2025 10.46% -12.58% 5.76% 10.75% -7.52% -2.38% -15.71% 10.09% -2.68% 12.27% 10.31% -10.87% 1.79%
2026 -0.38% -2.81% 4.24% -9.59% -9.14% 0.00% — — — — — — -17.09%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1536.71
Min balance 999.77
Max balance 2279.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.44
Average monthly return (arithmetic), % 1.83
Best month, % 20.34
Worst month, % -15.71
PnL, Volume & Fees
Metric Value
Total PnL 536.71
Total PnL, % 53.67
Gross profit 6235.56
Gross loss 5400.42
Trading volume (USDT) 832014.98
Total transactions (buy/sell) 347
Total fees 298.06
Funding net -0.36
Funding accrued (received) 58.06
Funding paid 58.43
Trades
Metric Value
Total Trades 346
Win Trades 177
Los Trades 169
Win Rate, % 51.16
Expectancy per trade 2.4137
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 57.18
Position max, % of margin balance 119.30
Max Drawdown 761.35
Max Drawdown, % 33.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1546
Recovery Factor (Total PnL / Max DD) 0.7049
Sharpe ratio (monthly) 0.7197
Sortino ratio (monthly) 1.2244
CAGR, % 19.47
Calmar ratio (CAGR / Max DD%) 0.5830
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 835.13 | Fee: 298.06 | Vol: 832014.98
Details
{
  "name": "T4 SUI",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "BTCUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 4,
    "detection": 7,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}